-95.9%
TSLQ vs ALLE
+49.7%
-145.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.7% | -7.3% | -8.3% |
| 7D | -8.6% | +2.8% | -11.4% | -7.4% |
| 30D | -24.9% | -7.6% | -17.3% | -27.6% |
| 3M | -1.5% | +22.8% | -24.3% | +10.6% |
| 6M | -18.1% | +4.6% | -22.7% | -17.5% |
| YTD | -0.1% | -1.2% | +1.1% | -2.7% |
| 1Y | -51.4% | -9.1% | -42.2% | -55.6% |
| 3Y | -95.9% | +50.0% | -145.9% | -93.2% |
| All | -95.9% | +49.7% | -145.6% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling